NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.855 |
7.914 |
0.059 |
0.8% |
8.340 |
High |
8.070 |
8.123 |
0.053 |
0.7% |
8.340 |
Low |
7.720 |
7.882 |
0.162 |
2.1% |
7.504 |
Close |
7.961 |
7.949 |
-0.012 |
-0.2% |
7.897 |
Range |
0.350 |
0.241 |
-0.109 |
-31.1% |
0.836 |
ATR |
0.310 |
0.305 |
-0.005 |
-1.6% |
0.000 |
Volume |
47,380 |
56,517 |
9,137 |
19.3% |
302,474 |
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.708 |
8.569 |
8.082 |
|
R3 |
8.467 |
8.328 |
8.015 |
|
R2 |
8.226 |
8.226 |
7.993 |
|
R1 |
8.087 |
8.087 |
7.971 |
8.157 |
PP |
7.985 |
7.985 |
7.985 |
8.019 |
S1 |
7.846 |
7.846 |
7.927 |
7.916 |
S2 |
7.744 |
7.744 |
7.905 |
|
S3 |
7.503 |
7.605 |
7.883 |
|
S4 |
7.262 |
7.364 |
7.816 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.422 |
9.995 |
8.357 |
|
R3 |
9.586 |
9.159 |
8.127 |
|
R2 |
8.750 |
8.750 |
8.050 |
|
R1 |
8.323 |
8.323 |
7.974 |
8.119 |
PP |
7.914 |
7.914 |
7.914 |
7.811 |
S1 |
7.487 |
7.487 |
7.820 |
7.283 |
S2 |
7.078 |
7.078 |
7.744 |
|
S3 |
6.242 |
6.651 |
7.667 |
|
S4 |
5.406 |
5.815 |
7.437 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.123 |
7.504 |
0.619 |
7.8% |
0.310 |
3.9% |
72% |
True |
False |
62,478 |
10 |
8.712 |
7.504 |
1.208 |
15.2% |
0.365 |
4.6% |
37% |
False |
False |
61,774 |
20 |
8.712 |
7.365 |
1.347 |
16.9% |
0.313 |
3.9% |
43% |
False |
False |
46,460 |
40 |
8.712 |
7.365 |
1.347 |
16.9% |
0.271 |
3.4% |
43% |
False |
False |
34,974 |
60 |
8.712 |
7.165 |
1.547 |
19.5% |
0.255 |
3.2% |
51% |
False |
False |
25,873 |
80 |
8.800 |
7.165 |
1.635 |
20.6% |
0.252 |
3.2% |
48% |
False |
False |
20,788 |
100 |
8.801 |
7.165 |
1.636 |
20.6% |
0.243 |
3.1% |
48% |
False |
False |
17,208 |
120 |
9.838 |
7.165 |
2.673 |
33.6% |
0.229 |
2.9% |
29% |
False |
False |
14,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.147 |
2.618 |
8.754 |
1.618 |
8.513 |
1.000 |
8.364 |
0.618 |
8.272 |
HIGH |
8.123 |
0.618 |
8.031 |
0.500 |
8.003 |
0.382 |
7.974 |
LOW |
7.882 |
0.618 |
7.733 |
1.000 |
7.641 |
1.618 |
7.492 |
2.618 |
7.251 |
4.250 |
6.858 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
8.003 |
7.932 |
PP |
7.985 |
7.916 |
S1 |
7.967 |
7.899 |
|